CME Canadian Dollar Future March 2012
Trading Metrics calculated at close of trading on 27-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2011 |
27-May-2011 |
Change |
Change % |
Previous Week |
Open |
1.0120 |
1.0160 |
0.0040 |
0.4% |
1.0162 |
High |
1.0136 |
1.0160 |
0.0024 |
0.2% |
1.0172 |
Low |
1.0120 |
1.0160 |
0.0040 |
0.4% |
1.0120 |
Close |
1.0138 |
1.0159 |
0.0021 |
0.2% |
1.0159 |
Range |
0.0016 |
0.0000 |
-0.0016 |
-100.0% |
0.0052 |
ATR |
0.0051 |
0.0049 |
-0.0002 |
-4.0% |
0.0000 |
Volume |
4 |
40 |
36 |
900.0% |
105 |
|
Daily Pivots for day following 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0160 |
1.0159 |
1.0159 |
|
R3 |
1.0160 |
1.0159 |
1.0159 |
|
R2 |
1.0160 |
1.0160 |
1.0159 |
|
R1 |
1.0159 |
1.0159 |
1.0159 |
1.0160 |
PP |
1.0160 |
1.0160 |
1.0160 |
1.0160 |
S1 |
1.0159 |
1.0159 |
1.0159 |
1.0160 |
S2 |
1.0160 |
1.0160 |
1.0159 |
|
S3 |
1.0160 |
1.0159 |
1.0159 |
|
S4 |
1.0160 |
1.0159 |
1.0159 |
|
|
Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0306 |
1.0285 |
1.0188 |
|
R3 |
1.0254 |
1.0233 |
1.0173 |
|
R2 |
1.0202 |
1.0202 |
1.0169 |
|
R1 |
1.0181 |
1.0181 |
1.0164 |
1.0166 |
PP |
1.0150 |
1.0150 |
1.0150 |
1.0143 |
S1 |
1.0129 |
1.0129 |
1.0154 |
1.0114 |
S2 |
1.0098 |
1.0098 |
1.0149 |
|
S3 |
1.0046 |
1.0077 |
1.0145 |
|
S4 |
0.9994 |
1.0025 |
1.0130 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0160 |
2.618 |
1.0160 |
1.618 |
1.0160 |
1.000 |
1.0160 |
0.618 |
1.0160 |
HIGH |
1.0160 |
0.618 |
1.0160 |
0.500 |
1.0160 |
0.382 |
1.0160 |
LOW |
1.0160 |
0.618 |
1.0160 |
1.000 |
1.0160 |
1.618 |
1.0160 |
2.618 |
1.0160 |
4.250 |
1.0160 |
|
|
Fisher Pivots for day following 27-May-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0160 |
1.0155 |
PP |
1.0160 |
1.0150 |
S1 |
1.0159 |
1.0146 |
|